Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $1,887,010 (100.0% shares, 0.0% debt)

Holdings (22)

SPY SPDR S&P 500 ETF TR 20.2%

Value ($000) $381,692 Shares 1,817,421 Est. Cost $187.52 Unrealized —

XLV SELECT SECTOR SPDR TR 9.6%

Value ($000) $180,564 Shares 2,470,395 Est. Cost $21387.98 Unrealized —

XLY SELECT SECTOR SPDR TR 8.9%

Value ($000) $167,659 Shares 2,216,606 Est. Cost $23270.41 Unrealized —

XLK SELECT SECTOR SPDR TR 8.7%

Value ($000) $163,825 Shares 3,831,551 Est. Cost $12744.22 Unrealized —

XLF SELECT SECTOR SPDR TR 8.6%

Value ($000) $161,797 Shares 6,579,767 Est. Cost $7892.98 Unrealized —

XLI SELECT SECTOR SPDR TR 8.5%

Value ($000) $159,890 Shares 2,825,459 Est. Cost $18637.04 Unrealized —

XLB SELECT SECTOR SPDR TR 8.3%

Value ($000) $156,354 Shares 3,082,255 Est. Cost $16333.18 Unrealized —

XLP SELECT SECTOR SPDR TR 8.2%

Value ($000) $155,609 Shares 3,186,139 Est. Cost $14972.33 Unrealized —

XLU SELECT SECTOR SPDR TR 7.9%

Value ($000) $149,209 Shares 3,449,333 Est. Cost $13454.26 Unrealized —

XLE SELECT SECTOR SPDR TR 7.4%

Value ($000) $139,987 Shares 1,741,581 Est. Cost $27870.66 Unrealized —

SDRIX Swan Defined Risk Fund Class I 2.4%

Value ($000) $44,728 Shares 3,705,727 Est. Cost $11.95 Unrealized —

VWO Vanguard Intl Equity 0.6%

Value ($000) $10,438 Shares 239,900 Est. Cost $43.51 Unrealized —

— Twitter, Inc 0.5%

Value ($000) $9,430 Shares 250,000 Est. Cost $37.72 Unrealized —

— Twitter, Inc 0.1%

Value ($000) $1,565 Shares 2,151 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 0.1%

Value ($000) $998 Shares 14,800 Est. Cost $67.43 Unrealized —

GLD SPDR Gold Trust 0.0%

Value ($000) $932 Shares 8,000 Est. Cost $116.50 Unrealized —

— SPDR S&P 500 ETF TR 0.0%

Value ($000) $512 Shares 615 Est. Cost — Unrealized —

IWM IShares ETF-Rus2000 0.0%

Value ($000) $489 Shares 4,000 Est. Cost $122.25 Unrealized —

IYR IShares ETF-RE 0.0%

Value ($000) $449 Shares 6,000 Est. Cost $74.83 Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $439 Shares 3,700 Est. Cost $118.65 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $280 Shares 2,600 Est. Cost $107.69 Unrealized —

SDRAX Swan Defined Risk Fund Class A 0.0%

Value ($000) $164 Shares 13,649 Est. Cost $11.76 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,817,421	$381,692	20.2%	$187.52	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	2,470,395	$180,564	9.6%	$21387.98	—	SBI HEALTHCARE	81369Y209
XLY	SELECT SECTOR SPDR TR	2,216,606	$167,659	8.9%	$23270.41	—	SBI CONS DISCR	81369Y407
XLK	SELECT SECTOR SPDR TR	3,831,551	$163,825	8.7%	$12744.22	—	TECHNOLOGY	81369Y803
XLF	SELECT SECTOR SPDR TR	6,579,767	$161,797	8.6%	$7892.98	—	SBI INT-FINL	81369Y605
XLI	SELECT SECTOR SPDR TR	2,825,459	$159,890	8.5%	$18637.04	—	SBI INT-INDS	81369Y704
XLB	SELECT SECTOR SPDR TR	3,082,255	$156,354	8.3%	$16333.18	—	SBI MATERIALS	81369Y100
XLP	SELECT SECTOR SPDR TR	3,186,139	$155,609	8.2%	$14972.33	—	SBI CONS STPLS	81369Y308
XLU	SELECT SECTOR SPDR TR	3,449,333	$149,209	7.9%	$13454.26	—	SBI INT-UTILS	81369Y886
XLE	SELECT SECTOR SPDR TR	1,741,581	$139,987	7.4%	$27870.66	—	SBI INT-ENERGY	81369Y506
SDRIX	Swan Defined Risk Fund Class I	3,705,727	$44,728	2.4%	$11.95	—	Mutual Fund	66538E606
VWO	Vanguard Intl Equity	239,900	$10,438	0.6%	$43.51	—	ETF - Emerging Markets	922042858
—	Twitter, Inc	250,000	$9,430	0.5%	$37.72	—	Twitter, Inc	90184L102
—	Twitter, Inc	2,151	$1,565	0.1%	—	—	Call	90184L902
EFA	iShares MSCI EAFE ETF	14,800	$998	0.1%	$67.43	—	ETF	464287465
GLD	SPDR Gold Trust	8,000	$932	0.0%	$116.50	—	ETF	78463V107
—	SPDR S&P 500 ETF TR	615	$512	0.0%	—	—	Put	78462F953
IWM	IShares ETF-Rus2000	4,000	$489	0.0%	$122.25	—	Russel 2000	464287655
IYR	IShares ETF-RE	6,000	$449	0.0%	$74.83	—	U.S. REAL ES ETF	464287739
TLT	IShares ETF-20yr	3,700	$439	0.0%	$118.65	—	20 Yr Treas Bond	464287432
—	POWERSHARES QQQ TRUST	2,600	$280	0.0%	$107.69	—	UNIT SER 1	73935A104
SDRAX	Swan Defined Risk Fund Class A	13,649	$164	0.0%	$11.76	—	Mutual Fund	66538E408